Vim, reopen last closed window, that was in split

:vs# will split current window vertically and open the alternate file.
It's so simple that you don't need to bind it to key.

Nice question! I was thinking to something like the following:

nmap <c-s-t> :vs<bar>:b#<CR>

It should work as you want.

No need for SHIFT:

nmap <c-t> :vs<bar>:b#<CR>

In conjunction with CTRL the characters are handled equally by vim, capitalized or not.

Actually also in the answer before, CTRLn and CTRLSHIFTN should both work.